NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.247 |
3.271 |
0.024 |
0.7% |
3.380 |
| High |
3.363 |
3.278 |
-0.085 |
-2.5% |
3.405 |
| Low |
3.229 |
3.228 |
-0.001 |
0.0% |
3.228 |
| Close |
3.305 |
3.244 |
-0.061 |
-1.8% |
3.244 |
| Range |
0.134 |
0.050 |
-0.084 |
-62.7% |
0.177 |
| ATR |
0.091 |
0.090 |
-0.001 |
-1.1% |
0.000 |
| Volume |
15,054 |
22,058 |
7,004 |
46.5% |
63,290 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.400 |
3.372 |
3.272 |
|
| R3 |
3.350 |
3.322 |
3.258 |
|
| R2 |
3.300 |
3.300 |
3.253 |
|
| R1 |
3.272 |
3.272 |
3.249 |
3.261 |
| PP |
3.250 |
3.250 |
3.250 |
3.245 |
| S1 |
3.222 |
3.222 |
3.239 |
3.211 |
| S2 |
3.200 |
3.200 |
3.235 |
|
| S3 |
3.150 |
3.172 |
3.230 |
|
| S4 |
3.100 |
3.122 |
3.217 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.823 |
3.711 |
3.341 |
|
| R3 |
3.646 |
3.534 |
3.293 |
|
| R2 |
3.469 |
3.469 |
3.276 |
|
| R1 |
3.357 |
3.357 |
3.260 |
3.325 |
| PP |
3.292 |
3.292 |
3.292 |
3.276 |
| S1 |
3.180 |
3.180 |
3.228 |
3.148 |
| S2 |
3.115 |
3.115 |
3.212 |
|
| S3 |
2.938 |
3.003 |
3.195 |
|
| S4 |
2.761 |
2.826 |
3.147 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.491 |
|
2.618 |
3.409 |
|
1.618 |
3.359 |
|
1.000 |
3.328 |
|
0.618 |
3.309 |
|
HIGH |
3.278 |
|
0.618 |
3.259 |
|
0.500 |
3.253 |
|
0.382 |
3.247 |
|
LOW |
3.228 |
|
0.618 |
3.197 |
|
1.000 |
3.178 |
|
1.618 |
3.147 |
|
2.618 |
3.097 |
|
4.250 |
3.016 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.253 |
3.296 |
| PP |
3.250 |
3.278 |
| S1 |
3.247 |
3.261 |
|